The Mali international admits that he has recently taken in a break back in Paris, but that trip is believed to have been undertaken due to a delicate personal matter.
The 23 year old is now back in London and was put through his paces along with the rest of the QPR squad on Friday.
"Frankly, I do not understand why some people start rumours like that," Diakite told RMC Sport.
"I was a bit tired in the last few days and my club allowed me to spend three days in Paris. But I am not depressed.
"My club are my employers and I was in contact with them every day.
"All of a sudden I wake up this morning, open the newspapers and learn that someone has said that I am depressed. This is ridiculous and disappointing.
"I am currently in London and I have been to training, so this is amazing.
"It saddens me because I received calls from concerned members of my family. Fortunately I am a strong character as this could have had serious consequences for someone who is weak.
"I want to assure my friends and fans of QPR that I will be at training on Monday with the rest of the group and all is well."